GSIHX vs. GQRPX
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and GQG Partners Global Quality Equity Fund (GQRPX).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. GQRPX is managed by GQG Partners. It was launched on Mar 28, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIHX or GQRPX.
Key characteristics
| GSIHX | GQRPX | |
|---|---|---|
| YTD Return | 11.74% | 24.97% |
| 1Y Return | 24.35% | 34.77% |
| 3Y Return (Ann) | 5.13% | 11.47% |
| 5Y Return (Ann) | 10.26% | 15.26% |
| Sharpe Ratio | 1.83 | 2.21 |
| Sortino Ratio | 2.60 | 3.07 |
| Omega Ratio | 1.32 | 1.40 |
| Calmar Ratio | 3.20 | 3.13 |
| Martin Ratio | 9.39 | 10.50 |
| Ulcer Index | 2.56% | 3.26% |
| Daily Std Dev | 13.15% | 15.50% |
| Max Drawdown | -28.79% | -28.88% |
| Current Drawdown | -7.22% | -2.43% |
Correlation
The correlation between GSIHX and GQRPX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GSIHX vs. GQRPX - Performance Comparison
In the year-to-date period, GSIHX achieves a 11.74% return, which is significantly lower than GQRPX's 24.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSIHX vs. GQRPX - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than GQRPX's 0.97% expense ratio.
Risk-Adjusted Performance
GSIHX vs. GQRPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and GQG Partners Global Quality Equity Fund (GQRPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GSIHX vs. GQRPX - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 1.83%, more than GQRPX's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 1.83% | 2.04% | 4.46% | 1.90% | 0.00% | 0.41% | 0.18% | 0.00% | 0.05% |
GQRPX GQG Partners Global Quality Equity Fund | 0.97% | 1.22% | 2.82% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSIHX vs. GQRPX - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, roughly equal to the maximum GQRPX drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for GSIHX and GQRPX. For additional features, visit the drawdowns tool.
Volatility
GSIHX vs. GQRPX - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 2.66%, while GQG Partners Global Quality Equity Fund (GQRPX) has a volatility of 3.18%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.